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Hedging climate risks with green assets
7 references·16 citing·48 second hop
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this work references cited by second hop

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 2019Hedging Climate Change News1,484 cited
  • 2014Hedging Climate Risk434 cited
  • 2006Testing and Valuing Dynamic Correlations for Asset Allocation324 cited

Cited by

  • 2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective144 cited
  • 2022Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices141 cited
  • 2023Climate uncertainty and information transmissions across the conventional and ESG assets130 cited
  • 2023From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions112 cited
  • 2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis105 cited
  • 2023How does climate policy uncertainty affect financial markets? Evidence from Europe105 cited
  • 2022Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold

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100 cited
  • 2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram88 cited
  • 2023Can green investment funds hedge climate risk?72 cited
  • 2023How much finance is in climate finance? A bibliometric review, critiques, and future research directions71 cited
  • 2024Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets47 cited
  • 2025Climate change exposure and green bonds issuance44 cited
  • 2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets43 cited
  • 2023Climate risk and the nexus of clean energy and technology stocks41 cited
  • 2024Is there a relationship between climate policy uncertainty and green finance? Evidence from bootstrap rolling window test39 cited
  • 2023Green bonds, conventional bonds and geopolitical risk36 cited